CAPSTONE INVESTMENT ADVISORS, LLC Q4 2019 Filing
Filed February 14, 2020
Portfolio Value
$18.5T
Holdings
581
Report Date
Q4 2019
Filing Type
13F-HR
All Holdings (581 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AAPLAPPLE INC | 3,647,402 | $1.1T | 5.78% | Put |
| 2 | NDQINVESCO QQQ TR | 3,916,333 | $832.7B | 4.49% | Put |
| 3 | MSFTMICROSOFT CORP | 5,020,113 | $791.7B | 4.27% | Put |
| 4 | AMZNAMAZON COM INC | 240,121 | $443.7B | 2.39% | Put |
| 5 | SPYSPDR S&P 500 ETF TR | 1,183,300 | $380.9B | 2.06% | Put |
| 6 | EFAISHARES TR | 4,827,500 | $335.2B | 1.81% | Put |
| 7 | METAFACEBOOK INC | 1,486,917 | $305.2B | 1.65% | Put |
| 8 | GOOGALPHABET INC | 216,714 | $289.8B | 1.56% | Put |
| 9 | GOOGLALPHABET INC | 210,158 | $281.5B | 1.52% | Put |
| 10 | BRK/BBERKSHIRE HATHAWAY INC DEL | 1,136,040 | $257.3B | 1.39% | Put |
| 11 | JPMJPMORGAN CHASE & CO | 1,667,927 | $232.5B | 1.25% | Put |
| 12 | PGPROCTER & GAMBLE CO | 1,764,294 | $220.4B | 1.19% | Put |
| 13 | EEMISHARES TR | 4,895,564 | $219.7B | 1.19% | Put |
| 14 | VVISA INC | 1,162,183 | $218.4B | 1.18% | Put |
| 15 | JNJJOHNSON & JOHNSON | 1,358,139 | $198.1B | 1.07% | Put |
| 16 | DISDISNEY WALT CO | 1,295,334 | $187.3B | 1.01% | Put |
| 17 | MAMASTERCARD INC | 623,632 | $186.2B | 1.00% | Put |
| 18 | INTCINTEL CORP | 2,768,300 | $165.7B | 0.89% | Put |
| 19 | BACBANK AMER CORP | 4,698,593 | $165.5B | 0.89% | Put |
| 20 | UNHUNITEDHEALTH GROUP INC | 541,205 | $159.1B | 0.86% | Put |
| 21 | TAT&T INC | 3,975,914 | $155.4B | 0.84% | Put |
| 22 | XOMEXXON MOBIL CORP | 2,028,710 | $141.6B | 0.76% | Put |
| 23 | MRKMERCK & CO INC | 1,522,397 | $138.5B | 0.75% | Put |
| 24 | HDHOME DEPOT INC | 625,930 | $136.7B | 0.74% | Put |
| 25 | TRVCCITIGROUP INC | 1,668,233 | $133.3B | 0.72% | Put |
| 26 | WMTWALMART INC | 1,100,633 | $130.8B | 0.71% | Put |
| 27 | COSTCOSTCO WHSL CORP NEW | 438,264 | $128.8B | 0.70% | Put |
| 28 | WFCWELLS FARGO CO NEW | 2,329,909 | $125.3B | 0.68% | Put |
| 29 | NVDANVIDIA CORP | 528,500 | $124.4B | 0.67% | Put |
| 30 | KOCOCA COLA CO | 2,196,730 | $121.6B | 0.66% | Put |
| 31 | BACVERIZON COMMUNICATIONS INC | 1,967,424 | $120.8B | 0.65% | Put |
| 32 | CSCOCISCO SYS INC | 2,406,514 | $115.4B | 0.62% | Put |
| 33 | PFEPFIZER INC | 2,905,079 | $113.8B | 0.61% | Put |
| 34 | PEPPEPSICO INC | 761,543 | $104.1B | 0.56% | Put |
| 35 | CMCSACOMCAST CORP NEW | 2,296,293 | $103.3B | 0.56% | Put |
| 36 | AMGNAMGEN INC | 423,663 | $102.1B | 0.55% | Put |
| 37 | CVXCHEVRON CORP NEW | 847,394 | $102.1B | 0.55% | Put |
| 38 | FXIISHARES TR | 2,148,351 | $93.7B | 0.51% | Put |
| 39 | MCDMCDONALDS CORP | 466,269 | $92.1B | 0.50% | Put |
| 40 | BABOEING CO | 281,436 | $91.7B | 0.49% | Put |
| 41 | ADBEADOBE INC | 276,300 | $91.1B | 0.49% | Put |
| 42 | —MEDICINES CO | 35,500,000 | $89.9B | 0.49% | |
| 43 | NEENEXTERA ENERGY INC | 359,102 | $87.0B | 0.47% | Put |
| 44 | LINLINDE PLC | 407,614 | $86.8B | 0.47% | Put |
| 45 | BMYBRISTOL MYERS SQUIBB CO | 1,351,749 | $86.8B | 0.47% | Put |
| 46 | ORCLORACLE CORP | 1,563,259 | $82.8B | 0.45% | Put |
| 47 | CHTRCHARTER COMMUNICATIONS INC N | 169,873 | $82.4B | 0.44% | Put |
| 48 | UNPUNION PACIFIC CORP | 450,439 | $81.4B | 0.44% | Put |
| 49 | NFLXNETFLIX INC | 251,384 | $81.3B | 0.44% | Put |
| 50 | NKENIKE INC | 797,300 | $80.8B | 0.44% | Put |
| 51 | IWMISHARES TR | 480,000 | $79.5B | 0.43% | Put |
| 52 | PYPLPAYPAL HLDGS INC | 732,454 | $79.2B | 0.43% | Put |
| 53 | MDTMEDTRONIC PLC | 689,967 | $78.3B | 0.42% | Put |
| 54 | AVGOBROADCOM INC | 244,556 | $77.3B | 0.42% | Put |
| 55 | MMM3M CO | 437,698 | $77.2B | 0.42% | Put |
| 56 | IYRISHARES TR | 829,500 | $77.2B | 0.42% | Put |
| 57 | UTXZUNITED TECHNOLOGIES CORP | 513,557 | $76.9B | 0.42% | Put |
| 58 | ABBVABBVIE INC | 867,170 | $76.8B | 0.41% | Put |
| 59 | CRMSALESFORCE COM INC | 464,387 | $75.5B | 0.41% | Put |
| 60 | GDXVANECK VECTORS ETF TRUST | 2,575,000 | $75.4B | 0.41% | |
| 61 | GSGOLDMAN SACHS GROUP INC | 310,430 | $71.4B | 0.39% | Put |
| 62 | BKNGBOOKING HLDGS INC | 34,681 | $71.2B | 0.38% | Put |
| 63 | GEGENERAL ELECTRIC CO | 6,318,423 | $70.5B | 0.38% | Put |
| 64 | HYGISHARES TR | 800,000 | $70.4B | 0.38% | Put |
| 65 | DDDUPONT DE NEMOURS INC | 1,095,758 | $70.3B | 0.38% | Put |
| 66 | IBMINTERNATIONAL BUSINESS MACHS | 520,384 | $69.8B | 0.38% | Put |
| 67 | CVSCVS HEALTH CORP | 937,453 | $69.6B | 0.38% | Put |
| 68 | SBUXSTARBUCKS CORP | 785,387 | $69.1B | 0.37% | Put |
| 69 | HONHONEYWELL INTL INC | 384,986 | $68.1B | 0.37% | Put |
| 70 | LLYLILLY ELI & CO | 509,908 | $67.0B | 0.36% | Put |
| 71 | TMOTHERMO FISHER SCIENTIFIC INC | 204,800 | $66.5B | 0.36% | Put |
| 72 | AMTAMERICAN TOWER CORP NEW | 289,160 | $66.5B | 0.36% | Put |
| 73 | LMTLOCKHEED MARTIN CORP | 164,504 | $64.1B | 0.35% | Put |
| 74 | LOWLOWES COS INC | 527,758 | $63.2B | 0.34% | Put |
| 75 | ABTABBOTT LABS | 722,603 | $62.8B | 0.34% | Put |
| 76 | ACNACCENTURE PLC IRELAND | 297,859 | $62.7B | 0.34% | Put |
| 77 | —ALLERGAN PLC | 327,878 | $62.7B | 0.34% | Put |
| 78 | QCOMQUALCOMM INC | 692,762 | $61.1B | 0.33% | Put |
| 79 | 4I1PHILIP MORRIS INTL INC | 715,890 | $60.9B | 0.33% | Put |
| 80 | TXNTEXAS INSTRS INC | 473,972 | $60.8B | 0.33% | Put |
| 81 | SMHVANECK VECTORS ETF TRUST | 429,000 | $60.7B | 0.33% | Put |
| 82 | —MEDICINES CO | 33,519,000 | $58.6B | 0.32% | |
| 83 | CICIGNA CORP NEW | 284,924 | $58.3B | 0.31% | Put |
| 84 | MOALTRIA GROUP INC | 1,146,699 | $57.2B | 0.31% | Put |
| 85 | UPSUNITED PARCEL SERVICE INC | 472,573 | $55.3B | 0.30% | Put |
| 86 | ELVANTHEM INC | 177,700 | $53.7B | 0.29% | Put |
| 87 | NOCNORTHROP GRUMMAN CORP | 154,984 | $53.3B | 0.29% | Put |
| 88 | ISRGINTUITIVE SURGICAL INC | 88,490 | $52.3B | 0.28% | Put |
| 89 | DHRDANAHER CORPORATION | 337,100 | $51.7B | 0.28% | Put |
| 90 | —TESLA INC | 40,000,000 | $51.1B | 0.28% | |
| 91 | CATCATERPILLAR INC DEL | 343,100 | $50.7B | 0.27% | Put |
| 92 | MDLZMONDELEZ INTL INC | 887,013 | $48.9B | 0.26% | Put |
| 93 | GILDGILEAD SCIENCES INC | 744,758 | $48.4B | 0.26% | Put |
| 94 | USBUS BANCORP DEL | 813,647 | $48.2B | 0.26% | Put |
| 95 | —BHP GROUP PLC | 1,012,860 | $47.6B | 0.26% | |
| 96 | AMDADVANCED MICRO DEVICES INC | 1,037,330 | $47.6B | 0.26% | Put |
| 97 | AXPAMERICAN EXPRESS CO | 380,700 | $47.4B | 0.26% | Put |
| 98 | SOSOUTHERN CO | 740,282 | $47.2B | 0.25% | Put |
| 99 | INTUINTUIT | 179,600 | $47.0B | 0.25% | Put |
| 100 | MUMICRON TECHNOLOGY INC | 844,300 | $45.4B | 0.25% | Put |
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